| Trading Metrics calculated at close of trading on 13-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2021 |
13-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1,755.7 |
1,761.9 |
6.2 |
0.4% |
1,762.4 |
| High |
1,771.7 |
1,798.4 |
26.7 |
1.5% |
1,783.2 |
| Low |
1,753.8 |
1,760.0 |
6.2 |
0.4% |
1,747.9 |
| Close |
1,761.2 |
1,796.7 |
35.5 |
2.0% |
1,759.4 |
| Range |
17.9 |
38.4 |
20.5 |
114.5% |
35.3 |
| ATR |
21.9 |
23.1 |
1.2 |
5.4% |
0.0 |
| Volume |
4,822 |
5,668 |
846 |
17.5% |
24,005 |
|
| Daily Pivots for day following 13-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,900.2 |
1,886.9 |
1,817.8 |
|
| R3 |
1,861.8 |
1,848.5 |
1,807.3 |
|
| R2 |
1,823.4 |
1,823.4 |
1,803.7 |
|
| R1 |
1,810.1 |
1,810.1 |
1,800.2 |
1,816.8 |
| PP |
1,785.0 |
1,785.0 |
1,785.0 |
1,788.4 |
| S1 |
1,771.7 |
1,771.7 |
1,793.2 |
1,778.4 |
| S2 |
1,746.6 |
1,746.6 |
1,789.7 |
|
| S3 |
1,708.2 |
1,733.3 |
1,786.1 |
|
| S4 |
1,669.8 |
1,694.9 |
1,775.6 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,869.4 |
1,849.7 |
1,778.8 |
|
| R3 |
1,834.1 |
1,814.4 |
1,769.1 |
|
| R2 |
1,798.8 |
1,798.8 |
1,765.9 |
|
| R1 |
1,779.1 |
1,779.1 |
1,762.6 |
1,771.3 |
| PP |
1,763.5 |
1,763.5 |
1,763.5 |
1,759.6 |
| S1 |
1,743.8 |
1,743.8 |
1,756.2 |
1,736.0 |
| S2 |
1,728.2 |
1,728.2 |
1,752.9 |
|
| S3 |
1,692.9 |
1,708.5 |
1,749.7 |
|
| S4 |
1,657.6 |
1,673.2 |
1,740.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,798.4 |
1,752.1 |
46.3 |
2.6% |
21.8 |
1.2% |
96% |
True |
False |
5,532 |
| 10 |
1,798.4 |
1,724.5 |
73.9 |
4.1% |
23.0 |
1.3% |
98% |
True |
False |
6,044 |
| 20 |
1,798.6 |
1,723.7 |
74.9 |
4.2% |
24.5 |
1.4% |
97% |
False |
False |
4,177 |
| 40 |
1,838.7 |
1,723.7 |
115.0 |
6.4% |
22.0 |
1.2% |
63% |
False |
False |
3,061 |
| 60 |
1,838.7 |
1,680.0 |
158.7 |
8.8% |
22.3 |
1.2% |
74% |
False |
False |
2,793 |
| 80 |
1,840.3 |
1,680.0 |
160.3 |
8.9% |
21.4 |
1.2% |
73% |
False |
False |
2,513 |
| 100 |
1,923.0 |
1,680.0 |
243.0 |
13.5% |
22.5 |
1.3% |
48% |
False |
False |
2,175 |
| 120 |
1,923.0 |
1,680.0 |
243.0 |
13.5% |
21.1 |
1.2% |
48% |
False |
False |
1,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,961.6 |
|
2.618 |
1,898.9 |
|
1.618 |
1,860.5 |
|
1.000 |
1,836.8 |
|
0.618 |
1,822.1 |
|
HIGH |
1,798.4 |
|
0.618 |
1,783.7 |
|
0.500 |
1,779.2 |
|
0.382 |
1,774.7 |
|
LOW |
1,760.0 |
|
0.618 |
1,736.3 |
|
1.000 |
1,721.6 |
|
1.618 |
1,697.9 |
|
2.618 |
1,659.5 |
|
4.250 |
1,596.8 |
|
|
| Fisher Pivots for day following 13-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,790.9 |
1,789.6 |
| PP |
1,785.0 |
1,782.4 |
| S1 |
1,779.2 |
1,775.3 |
|